Raiffeisen Bank International AG .../  AT0000A3CKS1  /

Raiffeisen EE
2024-06-27  12:00:00 AM Chg.-0.004 Bid- Ask- Underlying Strike price Expiration date Option type
0.031EUR -11.43% -
Bid Size: -
-
Ask Size: -
STRABAG SE 35.00 EUR 2024-09-20 Put
 

Master data

WKN: RC1D9Z
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: STRABAG SE
Type: Warrant
Option type: Put
Strike price: 35.00 EUR
Maturity: 2024-09-20
Issue date: 2024-04-17
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -68.39
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.26
Parity: -0.33
Time value: 0.06
Break-even: 34.44
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.59
Spread abs.: 0.02
Spread %: 55.56%
Delta: -0.20
Theta: -0.01
Omega: -13.58
Rho: -0.02
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.035
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+14.81%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.040 0.019
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   416.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -